Convergence rate of some semi-groups to their invariant probability

Authors
Ganidis, H Roynette, B Simonot, F
Citation
H. Ganidis et al., Convergence rate of some semi-groups to their invariant probability, STOCH PR AP, 79(2), 1999, pp. 243-263
Citations number
8
Categorie Soggetti
Mathematics
Journal title
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
ISSN journal
03044149 → ACNP
Volume
79
Issue
2
Year of publication
1999
Pages
243 - 263
Database
ISI
SICI code
0304-4149(19990201)79:2<243:CROSST>2.0.ZU;2-G
Abstract
Let us consider the following stochastic differential equation: Xt = x + Bt - 1/2 integral(0)(1) b(Xs)ds, where (B-t)(t greater than or equal to 0) is a d-dimensional brownian motio n starting at 0 and b a function from R-d to R-d which is a gradient field. We aim at studying the convergence rate of the semi-group associated to (E ) to its invariant probability. (C) 1999 Elsevier Science B.V. All rights r eserved.